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Dalengo, I did further examination of the values of the smoothest of the red
lines with the fastest red line commented out.
By trial and error, I found that 8 periods produced an APPROXIMATE maximum
value of 99.5 while I was viewing AAI, which is a highly volatile stock.
>>scaleCCI = StDev( CCI(periods) , 8* periods);
I never saw any values lower than zero, so this smoothest line is
effectively a zero to 100 oscillator when 8 periods are used in your
smoothest red line.
I hereby withdraw my request that you put any more effort into this zero to
100 CCI request.
A huge thanks to you and Wayne for doing this.
Later Ron D
=========================================================================
----- Original Message -----
From: "mrdavis9" <mrdavis9@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 12, 2006 2:50 AM
Subject: Re: [amibroker] rbCCI =[0,100]
> Dalengo, your and Wayne's CCI modifications are both great.
> Wayne's is just what I was looking for in the feature that it really does
> oscillate between zero and 100, so I can make interact it with RSI..
>
> Your's has a fabulous feature in that the smoothest of the red lines
> VISUALLY looks to be a lot smoother than the more active of the red
> lines.
>
> Personally, for my use, I really need the zero to 100 range that RSI has,
> so
> if it would not be a that difficult, I would appreciate it if you could
> further modify yours to have a zero to 100 range. It would then be a great
> complement to Wayne's zero to 100 version, and the two of yours together
> quite possibly might show breakouts fairly easily, especially, when
> combined
> with RSI.
>
> Later Ron D
>
>
>
>
> ----- Original Message -----
> From: "dalengo" <dalengo@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, July 12, 2006 2:08 AM
> Subject: [amibroker] rbCCI =[0,100]
>
>
>> //------------8<-------------------------------------------------
>> _SECTION_BEGIN("CCI");
>>
>> periods = Param( "Periods", 14, 2, 200, 1 );
>> scaleCCI = StDev(CCI(periods) , 3 * periods); //scale CCI swing
>> rbCCI = 0.5 * ( 1 + tanh ( CCI(periods) / scaleCCI ) );
>> rbCCI = 100 * rbCCI; // CCI bound to [0,1]
>>
>> //Plot( CCI( periods ), _DEFAULT_NAME(), ParamColor( "Color",
>> colorCycle ), ParamStyle("Style") );
>> Plot( rbCCI, "rbCCI", ParamColor( "Color", colorCycle ), ParamStyle
>> ("Style") );
>>
>> _SECTION_END();
>> /* Since CCI swings fast beyond an interval [-1,1], tanh of CCI
>> would always be very close to its limiting values 1 and -1. To get a
>> nicer graph, one may normalize the swings. Here I have used a
>> normalization to StDev over 3*periods, just for illustration.
>> The result is bound to [0,100] interval.
>> cheers-- */
>> //------------8<-------------------------------------------------
>>
>>
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "ricko8294_98" <ricko@xxx> wrote:
>>>
>>> When I plot your code I get only 2 values - either plus 100 or
>> minus
>>> 100
>>>
>>> Rick
>>> --- In amibroker@xxxxxxxxxxxxxxx, "dalengo" <dalengo@> wrote:
>>> >
>>> > rangeboundCCI = 100 * tanh( CCI(period ))
>>> >
>>> > as I was suggesting here many moons ago.
>>> > cheers--
>>> >
>>> > --- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@> wrote:
>>> > >
>>> > > I would like to have a CCI(50) , and also a CCI(100) that
>> ranges
>>> > from Zero to 100, in lieu of the typical CCI range of negative
>> 100
>>> to
>>> > positive 100.
>>> > >
>>> > > This formula balow comes from Investor/RT Tour
>>> > >
>>> > > ====================
>>> > > TP = (HI + LO + CL) / 3
>>> > > TP stands for Typical Price
>>> > >
>>> > > MATP = MA(TP, n)
>>> > > n = CCI Period
>>> > > MATP stands for Moving Average (Simple) of Typical Price
>>> > >
>>> > > where n = CCI Period
>>> > > MDTP stands for Mean Deviation of Typical Price
>>> > >
>>> > > CCI = (TP - MATP) / (MDTP * 0.015)
>>> > > =====================================
>>> > > I bet that Dingo knows how to change this formula so that it
>>> will
>>> > oscillate between zero and 100.
>>> > >
>>> > > Later Ron D.
>>> > >
>>> >
>>>
>>
>>
>>
>>
>>
>>
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>>
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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